113 citations · 1k across the 84 of their papers we have counts for
6 papers · 2 filters
Multilevel Hybrid Split-Step Implicit Tau-Leap
Chiheb Ben Hammouda, Alvaro Moraes, Raul Tempone
In biochemically reactive systems with small copy numbers of one or more reactant molecules, the dynamics is dominated by stochastic effects. To approximate those systems, discrete…
Multi-index Stochastic Collocation convergence rates for random PDEs with parametric regularity
Abdul-Lateef Haji-Ali, Fabio Nobile, Lorenzo Tamellini +1
We analyze the recent Multi-index Stochastic Collocation (MISC) method for computing statistics of the solution of a partial differential equation (PDEs) with random data, where th…
Computable error estimates for finite element approximations of elliptic partial differential equations with rough stochastic data
Eric Joseph Hall, Håkon Hoel, Mattias Sandberg +2
We derive computable error estimates for finite element approximations of linear elliptic partial differential equations (PDE) with rough stochastic coefficients. In this setting,…
Multi-Index Stochastic Collocation for random PDEs
Abdul-Lateef Haji-Ali, Fabio Nobile, Lorenzo Tamellini +1
In this work we introduce the Multi-Index Stochastic Collocation method (MISC) for computing statistics of the solution of a PDE with random data. MISC is a combination technique b…
A Sparse Stochastic Collocation Technique for High-Frequency Wave Propagation with Uncertainty
Gabriela Malenova, Mohammad Motamed, Olof Runborg +1
We consider the wave equation with highly oscillatory initial data, where there is uncertainty in the wave speed, initial phase and/or initial amplitude. To estimate quantities of…
Multilevel ensemble Kalman filtering
Håkon Hoel, Kody J. H. Law, Raul Tempone
This work embeds a multilevel Monte Carlo sampling strategy into the Monte Carlo step of the ensemble Kalman filter (EnKF) in the setting of finite dimensional signal evolution and…